Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.303121 0.329270 0.357432 0.390149 0.427287 0.468333 0.517412
2024-10-06 0.278698 0.313170 0.352161 0.399937 0.457463 0.525234 0.612238
2024-10-13 0.253352 0.291622 0.336466 0.393618 0.465596 0.554755 0.676050
2024-10-20 0.234373 0.275157 0.324367 0.389209 0.474112 0.584080 0.741868
2024-10-27 0.216819 0.258669 0.310392 0.380466 0.475312 0.603026 0.795231
2024-11-03 0.209487 0.254161 0.310792 0.389841 0.500781 0.656807 0.904882
2024-11-10 0.206003 0.254120 0.316678 0.406680 0.537813 0.730930 1.056988
2024-11-17 0.198361 0.247955 0.313754 0.410780 0.556617 0.779960 1.177452
2024-11-24 0.189304 0.239237 0.306614 0.408053 0.564638 0.812775 1.275766
2024-12-01 0.178096 0.226911 0.293613 0.395623 0.556323 0.817828 1.324432
2024-12-08 0.168171 0.215837 0.281713 0.383906 0.547934 0.821534 1.370839
2024-12-15 0.163413 0.211734 0.279515 0.386658 0.562976 0.867102 1.508698
2024-12-22 0.156758 0.205111 0.273991 0.385036 0.572682 0.908297 1.656455
2024-12-29 0.153159 0.202648 0.274397 0.392733 0.599025 0.984391 1.904273
2025-01-05 0.146021 0.194615 0.265885 0.385222 0.597660 1.006528 2.030924
2025-01-12 0.140017 0.187957 0.259078 0.379977 0.599796 1.036026 2.186202
2025-01-19 0.133571 0.180338 0.250356 0.370844 0.593732 1.047426 2.296700
2025-01-26 0.131572 0.179322 0.251904 0.379368 0.622128 1.138275 2.673149
2025-02-02 0.131204 0.180751 0.257383 0.395166 0.666739 1.275368 3.270425
2025-02-09 0.128351 0.178166 0.256170 0.398808 0.687077 1.359048 3.736238
2025-02-16 0.124428 0.173722 0.251637 0.395982 0.693444 1.408849 4.103791
2025-02-23 0.119014 0.166703 0.242484 0.383918 0.678654 1.400456 4.223156
2025-03-02 0.114041 0.160224 0.233976 0.372584 0.664492 1.391826 4.341580